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RCM

Rotella Capital Management Portfolio holdings

AUM $1.47M
1-Year Est. Return 12.32%
This Fund
S&P 500
This Quarter Est. Return
+5.47%
1 Year Est. Return
-12.32%
3 Year Est. Return
+26.58%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$50.6M
AUM Growth
-$3.19M
Cap. Flow
-$5.41M
Cap. Flow %
-10.7%
Top 10 Hldgs %
43.52%
Holding
176
New
44
Increased
29
Reduced
21
Closed
78

Top Buys

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$3.17M
2
BSV icon
Vanguard Short-Term Bond ETF
BSV
+$1.7M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$1.34M
4
JNK icon
State Street SPDR Bloomberg High Yield Bond ETF
JNK
+$1.03M
5
QQQ icon
Invesco QQQ Trust
QQQ
+$942K

Top Sells

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$1.41M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$1.31M
3
XLB icon
State Street Materials Select Sector SPDR ETF
XLB
+$1.2M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$1.15M
5
OIH icon
VanEck Oil Services ETF
OIH
+$1.08M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 2.35%
2 Communication Services 1.89%
3 Materials 1.66%
4 Industrials 1.48%
5 Technology 1.36%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CTIC
176
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
– –
-1,090
Closed -$18K
4 5 6 7
8

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Rotella Capital Management's Q4 2013 Portfolio in Review

As of Q4 2013, Rotella Capital Management held 176 positions worth $50.6M, down 5.9% from $53.7M the previous quarter. Its ten largest holdings account for 44% of the portfolio.

Rotella Capital Management withdrew a net $5.41M in Q4 2013, closing 78 positions and reducing 21 holdings. Its most notable exit was iShares China Large-Cap ETF, an estimated $1.41M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 2.3% of assets, up from 1.5% a quarter earlier, followed by Communication Services and Materials.

Against the trend, Rotella Capital Management opened a new position in iShares iBoxx $ Investment Grade Corporate Bond ETF worth $3.17M.

  • Rotella Capital Management's largest Q4 2013 buy was iShares iBoxx $ Investment Grade Corporate Bond ETF: 27,800 shares worth $3.17M.
  • Rotella Capital Management added most to Vanguard Short-Term Bond ETF in Q4 2013, an estimated $1.7M increase.
  • Rotella Capital Management's biggest Q4 2013 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $1.31M.
  • Rotella Capital Management fully exited iShares China Large-Cap ETF in Q4 2013, selling an estimated $1.41M.
  • Rotella Capital Management's ten largest holdings make up 44% of its $50.6M portfolio in Q4 2013.
  • Rotella Capital Management opened 44 new positions and closed 78 in Q4 2013.
  • Rotella Capital Management's portfolio value fell 5.9% quarter-over-quarter to $50.6M.

Based on Rotella Capital Management's 13F filing for Q4 2013, filed 6 Mar 2014.